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Articles (35)

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1-10 of 35 results for ARCH/GARCH

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Select article: Volatility Forecasting and Asymmetry Effect: Evidence from Dow Jones Sustainability Indices

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Research article

First published 2024-6

Volatility Forecasting and Asymmetry Effect: Evidence from Dow Jones Sustainability Indices

Subrata Roy

Paradigm: A Management Research Journal

Select article: Impact of Currency Futures on Volatility in Exchange Rate

Retricted access

Research article

First published 2015-6

Impact of Currency Futures on Volatility in Exchange Rate

Ashish Kumar

Paradigm: A Management Research Journal

Select article: A GARCH Modelling of Volatility and M-GARCH Approach of Stock Market Linkages of North America

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Research article

First published 2018-12

A GARCH Modelling of Volatility and M-GARCH Approach of Stock Market Linkages of North America

Ajaya Kumar Panda, Swagatika Nanda

Global Business Review

Select article: Volatility of Indian Stock Market: An Emperical Evidence

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Research article

First published 2008-10

Volatility of Indian Stock Market: An Emperical Evidence

Aman Srivastava

Asia-Pacific Journal of Management Research and Innovation

Select article: Hedge Ratios in South African Stock Index Futures

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Research article

First published 2010-12

Hedge Ratios in South African Stock Index Futures

Stavros Degiannakis, Christos Floros

Journal of Emerging Market Finance

Select article: Trade Liberalisation and Price Volatility: An Econometric Investigation

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Research article

First published 2012-12

Trade Liberalisation and Price Volatility: An Econometric Investigation

Santhosh P.K. Kumar, M.A. Lagesh, N.J. Saleena

Asia-Pacific Journal of Management Research and Innovation

Select article: Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns,Information Arrival and Calendar Effects

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Research article

First published 2005-10

Systematic Features of High-Frequency Volatility in Australian Electricity Markets: Intraday Patterns,Information Arrival and Calendar Effects

Helen Higgs, Andrew C. Worthington

The Energy Journal

Select article: Development of out-of-sample forecast formulae for the FIGARCH model

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Research article

First published 2024-5

Development of out-of-sample forecast formulae for the FIGARCH model

Debopam Rakshit, Ranjit Kumar Paul

Model Assisted Statistics and Applications

Select article: COVID-19 and Gun Violence: Keeping Unknown Shocks and Volatility in Perspective

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Research article

First published 2023-6

COVID-19 and Gun Violence: Keeping Unknown Shocks and Volatility in Perspective

Dae-Young Kim

Criminal Justice Review

Select article: Modeling Fluctuation of PM 10 Data with Existence of Volatility Effect

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Research article

First published 2017-11

Modeling Fluctuation of PM 10 Data with Existence of Volatility Effect

Nurulkamal Masseran

Environmental Engineering Science

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